Monthly Archives: September 2015

VaR is variable

Getting back to risk measurements you can’t ignore VaR: it’s a well-known and established risk statistics, sanctified by watchdogs all over the world, that risk managers look at in an attempt to predict the potential downside in a financial asset or portfolio of assets exposure. There are many approaches to

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Posted in Economics
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R code risk classification procedures: a tutorial

Fans of risk classification procedures will find this draft containing a basic – though A-to-Z complete – tutorial on how to use R for credit management useful at worst. This preliminary version of a fully fledged publication (article or book is still to be determined) contains all the relevant R

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Posted in Economics, R-stats, Whitepapers
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